Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51649.19 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48450.13 Kr¶

PnL: ---------------------------------------> -637.44 Kr¶

DD now: ---------------------------------> -0.568 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:56:49.862058'

Anic Portfolio¶

Today¶

Return: -0.481 %¶

This Week¶

Return: 8.673 %¶

Total¶

Return: 69.086 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.770000 776.000000 103.000000 15.300000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.230000 3526.980000 72.980000 2.110000 3453.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.260000 3418.400000 41.400000 1.230000 3377.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Swedbank A 3 1.730000 601.200000 37.200000 6.600000 564.000000
Resurs Holding 22 0.140000 609.840000 35.840000 6.240000 573.999998
AcadeMedia 12 -0.570000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.910000 379.600000 24.600000 6.930000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.560000 542.400000 15.400000 2.920000 527.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 -0.500000 540.900000 4.900000 0.910000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 0.530000 534.000000 2.000000 0.380000 532.000000
Securitas B 6 -1.280000 571.680000 1.680000 0.290000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Sampo Oyj SDB 7 0.180000 3839.500000 -10.500000 -0.270000 3850.000000
Corem Property Group B 59 -2.690000 565.810000 -11.190000 -1.940000 576.999999
Boozt 12 -0.950000 1629.600000 -24.400000 -1.480000 1653.999996
Essity B 2 -0.650000 546.400000 -27.600000 -4.810000 574.000000
International Petroleum Corp. 5 -1.750000 560.500000 -34.070000 -5.730000 594.565215
CTEK 13 -1.310000 499.850000 -34.150000 -6.400000 533.999999
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -0.930000 1765.500000 -223.500000 -11.240000 1989.000002
Axfood 15 0.300000 4057.500000 -242.500000 -5.640000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48450.130000 -637.440000 -0.56828% 49087.564636

Updated:¶

'2023-01-31 16:57:03.392584'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶